来自：FRM > 一级 > 电脑版 > Unit 10.期货 2022-10-26 21:40
If the volatility of the short interest rate (LIBOR) is 4.0%, what is the convexity adjustment for a five-year Eurodollar futures contract? 这道题里答案的5.25是从哪里来的啊？ convexity effect = 0.5 * delta y ^ 2 * convexity， 这些分别在这道例题里指的是什么呢
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